ADVANCED ENGINEERING MATHEMATICS LABORATORY

Laboratory Activity 5 – Series Solution

OBJECTIVES:

1. To learn to use MATLAB to solve higher order differential equations using power series solution and
Frobenius Method.

2. To compare analytical solution and numerical solution for differential equations

INTRODUCTION

In any given differential equation that can be written as:

𝑝(𝑥)𝑦" + 𝑞(𝑥)𝑦′ + 𝑟(𝑥)𝑦 = 0

We can assume a solution of this differential equation in a series form as:

∞

𝑦(𝑥) = ∑ 𝑎𝑛 (𝑥 − 𝑥0 )𝑛
𝑛=0

In this form we can formulate a recurrence relation to find out the successive coefficients.

For example, we want to determine the solution for the equation 𝑦” + 𝑦 = 0 when 𝑥0 = 0.

In this case we find the derivatives and substitute it in the equation as:
∞ ∞
𝑛−2
𝑦"(𝑥) = ∑ 𝑛(𝑛 − 1)𝑎𝑛 𝑥 𝑦′(𝑥) = ∑ 𝑛𝑎𝑛 𝑥 𝑛−1
𝑛=2 𝑛=1

Substituting:
∞ ∞
𝑛−2
∑ 𝑛(𝑛 − 1)𝑎𝑛 𝑥 + ∑ 𝑎𝑛 𝑥 𝑛 = 0
𝑛=2 𝑛=0

We want to have the same degree in our x so we shift the summation as:
∞ ∞

∑(𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 𝑥 𝑛 + ∑ 𝑎𝑛 𝑥 𝑛 = 0

𝑛=0 𝑛=0
 ∞

∑[(𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 + 𝑎𝑛 ]𝑥 𝑛 = 0

𝑛=0

From this simplified form, we derive our recurrence relation:

[(𝑛 + 2)(𝑛 + 1)𝑎𝑛+2 + 𝑎𝑛 ] = 0 𝑤ℎ𝑒𝑛 𝑛 = 0,1,2, …

𝑎𝑛
𝑎𝑛+2 = − 𝑤ℎ𝑒𝑛 𝑛 = 0,1,2, …
(𝑛 + 2)(𝑛 + 1)

Form this by substituting values of n we could see a pattern and we could now rewrite our
solution as:
∞ ∞
(−1)𝑘 𝑥2𝑘 (−1)𝑘 𝑥2𝑘+1
𝑦(𝑥) = 𝑎0 ∑ + 𝑎1 ∑
(2𝑘)! (2𝑘 + 1)!
𝑘=0 𝑘=0

The Frobenius Method

Let b(x) and c(x) be any functions that are analytic at x = 0. Then the ODE

𝑏(𝑥) 𝑐(𝑥)
𝑦" + 𝑦′ + 2 𝑦 = 0
𝑥 𝑥

has one solution represented as:

∞

𝑦(𝑥) = 𝑥 ∑ 𝑎𝑚 𝑥 𝑚
𝑟

𝑚=0

where r is any real number.

In this case we can expand b(x) and c(x) as:

𝑏(𝑥) = 𝑏0 + 𝑏1 𝑥 + 𝑏2 𝑥 2 + ⋯ 𝑎𝑛𝑑 𝑐(𝑥) = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + ⋯

and also, the differentials:

∞ ∞
𝑚+𝑟−2
𝑦"(𝑥) = ∑ (𝑚 + 𝑟)(𝑚 + 𝑟 − 1)𝑎𝑚 𝑥 𝑦′(𝑥) = ∑(𝑚 + 𝑟)𝑎𝑚 𝑥 𝑚+𝑟−1
𝑚=0 𝑛=1

Inserting this in the differential equation:

𝑥 𝑟 [𝑟(𝑟 − 1)𝑎0 + ⋯ ] + (𝑏0 + 𝑏1 𝑥 + ⋯ )𝑥 𝑟 (𝑟𝑎0 + ⋯ ) + (𝑐0 + 𝑐1 𝑥 + ⋯ )𝑥 𝑟 (𝑟𝑎0 + 𝑎1 𝑥 … ) = 0

In this, equate the coefficient of the powers of x. The smallest power of xr is:

[𝑟(𝑟 − 1) + 𝑏0 𝑟 + 𝑐0 ]𝑎0 = 0, 𝑤ℎ𝑒𝑟𝑒 𝑎𝑛 ≠ 0

With this we introduce the indicial equation:

𝑟(𝑟 − 1) + 𝑏0 𝑟 + 𝑐0 = 0

Where the roots r should be determined in three case:

Case 1: Distinct roots not differing by an integer.

Case 2: A double root.

Case 3: Roots differing by an integer

Depending on the cases the solutions are given as:

Case 1:

Case 2:

Case 3:

LABORATORY EXERCISE

1. Solve the following differential equations and compare it to by-hand computation:

a. 𝑦 ′′ − 𝑥𝑦 = 0
b. 𝑦 ′′ − 𝑥𝑦 ′ − 𝑥 2 𝑦 = 0
c. (𝑥 2 + 1)𝑦 ′′ − 4𝑥𝑦 ′ + 6𝑦 = 0
2. Find the basis of solutions using Frobenius Method
a. 2𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ − (𝑥 2 + 1)𝑦 = 0
b. 𝑥(𝑥 − 1)𝑦 ′′ + (3𝑥 − 1)𝑦 ′ + 𝑦 = 0
c. 𝑥(𝑥 − 1)𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0
d. 2𝑥𝑦 ′′ + (3 − 4𝑥)𝑦 ′ − (2𝑥 − 3)𝑦 = 0
e. 4𝑥𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0